书目名称 | Credit Risk |
副标题 | Measurement, Evaluat |
编辑 | Georg Bol,Gholamreza Nakhaeizadeh,Karl-Heinz Vollm |
视频video | |
概述 | State-of-the-art compendium in credit risk.Presents new developments in the measurement, evaluation and management of credit risk.Includes supplementary material: |
丛书名称 | Contributions to Economics |
图书封面 |  |
描述 | .New developments in measuring, evaluating and managing credit risk are discussed in this volume. Addressing both practitioners in the banking sector and resesarch institutions, the book provides a manifold view on one of the most-discussed topics in finance. Among the subjects treated are important issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk.. |
出版日期 | Conference proceedings 2003 |
关键词 | Banking; Basel II; Credit Risk; Credit Risk Management; New Basel Capital Accord; Risk Management; Value-a |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-59365-9 |
isbn_softcover | 978-3-7908-0054-8 |
isbn_ebook | 978-3-642-59365-9Series ISSN 1431-1933 Series E-ISSN 2197-7178 |
issn_series | 1431-1933 |
copyright | Physica-Verlag Heidelberg 2003 |